The Bias and Moment Matrix of a Mixed Regression Estimator

DOI10.2307/1913742MaRDI QIDQ5514969zbMATH OpenOpenAlexFDO

Authors Anirudh L. Nagar, N. C. Kakwani

Publication date 1964

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913742

zbMATH Keywords

statistics

Cited in

(9)

• A modified generalized mixed regression estimator when disturbances are nonnormal
• Robustness of theil's mixed regression estimators
• General instrumental variables estimation under stochastic linear restrictions
• Stochastic restricted LASSO-type estimator in the linear regression model
• Properties of the mixed regression estimator when disturbances are not necessarily normal
• A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality
• A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties
• THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
• Generalized preliminary test stochastic restricted estimator in the linear regression model

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